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2. Efficient Simulation Methods for Estimating Risk Measures
3. Essays in Consumer Choice Driven Assortment Planning
4. First Order Methods for Large-Scale Sparse Optimization
5. Many-Server Queues with Time-Varying Arrivals, Customer Abandonment, and non-Exponential Distributions
6. Supply Chain Management: Supplier Financing Schemes and Inventory Strategies
7. Approximate dynamic programming for large scale systems
8. A Simulation Model to Analyze the Impact of Golf Skills and a Scenario-based Approach to Options Portfolio Optimization
9. Contingent Capital: Valuation and Risk Implications Under Alternative Conversion Mechanisms
10. Dynamic Markets with Many Agents: Applications in Social Learning and Competition
11. Dynamic Trading Strategies in the Presence of Market Frictions
12. Essays on Inventory Management and Object Allocation
13. Governing Social Bodies: Affect and Number in Contemporary Cricket
14. Modeling Customer Behavior for Revenue Management
15. Multiproduct Pricing Management and Design of New Service Products
16. Price competition and the impact of service attributes: Structural estimation and analytical characterizations of equilibrium behavior
17. Strategic Models in Supply Network Design
18. Three Essays on Dynamic Pricing and Resource Allocation
19. Data-driven System Design in Service Operations
20. Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error
21. Models for managing surge capacity in the face of an influenza epidemic
22. Optimization Algorithms for Structured Machine Learning and Image Processing Problems
23. Stochastic Models of Limit Order Markets
24. Two Papers of Financial Engineering Relating to the Risk of the 2007--2008 Financial Crisis
25. Convex Optimization Algorithms and Recovery Theories for Sparse Models in Machine Learning
26. Data-driven Decisions in Service Systems
27. Design and Evaluation of Procurement Combinatorial Auctions
28. Essays in Financial Engineering
29. Essays on Infrastructure Design and Planning for Clean Energy Systems
30. From Continuous to Discrete: Studies on Continuity Corrections and Monte Carlo Simulation with Applications to Barrier Options and American Options
31. Graph Structure and Coloring
32. High-Dimensional Portfolio Management: Taxes, Execution and Information Relaxations
33. Infrastructure Scaling and Pricing
34. Network Resource Allocation Under Fairness Constraints
35. New Quantitative Approaches to Asset Selection and Portfolio Construction
36. On the Kidney Exchange Problem and Online Minimum Energy Scheduling
37. Perfect Simulation, Sample-path Large Deviations, and Multiscale Modeling for Some Fundamental Queueing Systems
38. Pricing, Trading and Clearing of Defaultable Claims Subject to Counterparty Risk
39. Sequential Optimization in Changing Environments: Theory and Application to Online Content Recommendation Services
40. Stochastic Approximation Algorithms in the Estimation of Quasi-Stationary Distribution of Finite and General State Space Markov Chains
41. Studies in Stochastic Networks: Efficient Monte-Carlo Methods, Modeling and Asymptotic Analysis
42. The Theory of Systemic Risk
43. A Family of Latent Variable Convex Relaxations for IBM Model 2
44. Decision Making with Coupled Learning: Applications in Inventory Management and Auctions
45. Essays on Inventory Management and Conjoint Analysis
46. Excluding Induced Paths: Graph Structure and Coloring
47. Heavy Tails and Instabilities in Large-Scale Systems with Failures
48. Methods for Pricing Pre-Earnings Equity Options and Leveraged ETF Options
49. Optimal Multiple Stopping Approach to Mean Reversion Trading
50. Perfect Simulation and Deployment Strategies for Detection
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